ISDA-Clarus RFR Adoption Indicator is intended to track how much trading activity (as measured by DV01) being conducted in cleared over-the-counter (OTC) and exchange-traded interest rate derivatives (IRD) that reference the identified risk-free rates (RFRs) in six major currencies.
Click on the PDFs below to read the June report and a whitepaper on the methodology.
Documents (2) for ISDA-Clarus RFR Adoption Indicator: June 2020
Latest
A Financial Markets Revolution
Every financial center has its own unique features, but it was particularly fitting that ISDA’s recent Annual General Meeting (AGM) was held in Boston – not only a global hub for asset management and insurance, but also a city that...
ISDA AGM Studio: Nnamdi Okaeme & John Pucciarelli
Marking the 10‑year anniversary of the ISDA Standard Initial Margin Model (ISDA SIMM), Joel Clark, senior director, communications, at ISDA, speaks with Nnamdi Okaeme, ISDA’s head of SIMM, and John Pucciarelli, head of partnerships and director of industry engagement at...
Response on Legal Frameworks for Carbon Credits
On May 4, ISDA and the Association for Financial Markets in Europe (AFME) responded to the European Commission’s (EC) consultation on a legal framework for the inclusion of international carbon credits within the EU’s 2040 climate law framework. In the...
ISDA AGM Studio: Julia Hueckel and Chris Zuehlke
Julia Hueckel, director of global regulatory policy at Coinbase, and Chris Zuehlke, global head of Cumberland and partner at DRW, speak with Nicolette Cone, ISDA’s chief of staff and associate general counsel, on the rapidly evolving legislative framework for digital...